Statistical Inference Using Extreme Order Statistics

JOURNAL ARTICLE published 1 January 1975 in The Annals of Statistics

Authors: James Pickands III

Refined Pickands estimators of the extreme value index

JOURNAL ARTICLE published 1 December 1995 in The Annals of Statistics

Authors: Holger Drees

Statistical inference on a changing extreme value dependence structure

JOURNAL ARTICLE published 1 August 2023 in The Annals of Statistics

Authors: Holger Drees

New estimators of the Pickands dependence function and a test for extreme-value dependence

JOURNAL ARTICLE published 1 August 2011 in The Annals of Statistics

Authors: Axel Bücher | Holger Dette | Stanislav Volgushev

Algorithms in Order Restricted Statistical Inference and the Cauchy Mean Value Property

JOURNAL ARTICLE published 1 May 1980 in The Annals of Statistics

Authors: Tim Robertson | F. T. Wright

Inner Statistical Inference II

JOURNAL ARTICLE published 1 July 1981 in The Annals of Statistics

Authors: C. Villegas

Defining the Curvature of a Statistical Problem (with Applications to Second Order Efficiency)

JOURNAL ARTICLE published 1 November 1975 in The Annals of Statistics

Authors: Bradley Efron

On a generalized Pickands estimator of the extreme value index

JOURNAL ARTICLE published April 2002 in Journal of Statistical Planning and Inference

Authors: Seokhoon Yun

Generalized Pickands estimators for the extreme value index

JOURNAL ARTICLE published February 2005 in Journal of Statistical Planning and Inference

Authors: Johan Segers

On Extreme Order Statistics

JOURNAL ARTICLE published December 1964 in The Annals of Mathematical Statistics

Authors: John Lamperti

De Finetti's Coherence and Statistical Inference

JOURNAL ARTICLE published 1 June 1987 in The Annals of Statistics

Authors: Eugenio Regazzini

Statistical inference for spatial statistics defined in the Fourier domain

JOURNAL ARTICLE published 1 April 2018 in The Annals of Statistics

Authors: Suhasini Subba Rao

Statistical Inference in Bernoulli Trials with Dependence

JOURNAL ARTICLE published 1 March 1973 in The Annals of Statistics

Authors: Jerome Klotz

Martingale Expansions and Second Order Inference

JOURNAL ARTICLE published 1 June 1995 in The Annals of Statistics

Authors: Per Aslak Mykland

Rank-based inference for bivariate extreme-value copulas

JOURNAL ARTICLE published 1 October 2009 in The Annals of Statistics

Authors: Christian Genest | Johan Segers

A class of Pickands-type estimators for the extreme value index

JOURNAL ARTICLE published January 2000 in Journal of Statistical Planning and Inference

Authors: Seokhoon Yun

Extreme value inference for heterogeneous power law data

JOURNAL ARTICLE published 1 June 2023 in The Annals of Statistics

Authors: John H.J. Einmahl | Yi He

Inference for the limiting cluster size distribution of extreme values

JOURNAL ARTICLE published 1 February 2009 in The Annals of Statistics

Authors: Christian Y. Robert

Fast learning rates in statistical inference through aggregation

JOURNAL ARTICLE published 1 August 2009 in The Annals of Statistics

Authors: Jean-Yves Audibert

Bayesian Statistical Inference for Sampling a Finite Population

JOURNAL ARTICLE published 1 September 1986 in The Annals of Statistics

Authors: Albert Y. Lo